Senior Quantitative Analyst, Vice President, Hybrid m/f/d

In this role you will lead model validations within State Street’s Model Risk Management team in Munich, focusing on asset liability management, interest rate risk, stress testing, and liquidity risk. You will assess model theory, data integrity, and computational accuracy, and you’ll present findings to senior management to drive improvements. You will work closely with cross-functional teams to ensure robust risk controls and credible decision support in a large financial services environment.

• flexible work-life support
• paid volunteer days
• vibrant employee networks
• inclusive development opportunities

• Assess model theory and assumptions and evaluate modeling methods
• Test model results using documented procedures and validate implementations
• Review data inputs and computational accuracy, including code documentation
• Conduct backtesting, sensitivity testing, and stress testing to evaluate stability
• Present validation results to senior management and recommend improvements

• MS or PhD in Finance, Economics, Financial Engineering, Statistics, Math, or related field; 5+ years in model validation or relevant experience for senior level
• Strong written and verbal communication skills
• Advanced quantitative modeling, analytical, research, and programming abilities (R, Python, SAS, Stata, SQL)
• Deep knowledge of theoretical and empirical finance across multiple products and asset classes
• Familiarity with interest rate and credit spread risk modeling; ALM software knowledge (e.g., QRM) is a plus
• Strong project management skills and ability to work independently on multiple projects
• Ability to work in a multinational setting and deliver under deadlines

• strong communication
• independence
• team player
• R
• Python
• SAS